Hello,
I am working with someone else's code applying a fmm.
The below code shows an example f output from the user written package (used previous to stata 15).
In stata 16, I can produce the same numbers (using the following:
fmm 2 ... regress var# ...
followed by and "estatlcmean" to get means and "estat lcprob " to get the pi1 and pi2.
However, I am unclear how to reproduce the "sigma1" and "sigma2" in the output table below. Is there a post estimation command I am missing here?
Thanks,
2 component Normal regression Number of obs = 11,102
Wald chi2(0) = .
Log pseudolikelihood = -90736.087 Prob > chi2 = .
(Std. Err. adjusted for 610 clusters in psu)
------------------------------------------------------------------------------
| Robust
var1| Coef. Std. Err. z P>|z| [95% Conf. Interval]
-------------+----------------------------------------------------------------
component1 |
_cons | 2951.496 15.38723 191.81 0.000 2921.337 2981.654
-------------+----------------------------------------------------------------
component2 |
_cons | 2944.716 56.66418 51.97 0.000 2833.656 3055.776
-------------+----------------------------------------------------------------
/imlogitpi1 | 1.499674 .7441516 2.02 0.044 .041164 2.958185
/lnsigma1 | 6.213801 .0483252 128.58 0.000 6.119085 6.308516
/lnsigma2 | 6.682482 .1061851 62.93 0.000 6.474363 6.890601
------------------------------------------------------------------------------
sigma1 | 499.5965 24.14308 454.4487 549.2294
sigma2 | 798.2977 84.76731 648.3059 982.9916
pi1 | .8175259 .1110105 .5102896 .9506489
pi2 | .1824741 .1110105 .0493511 .4897104
Related Posts with Reproducing outputs from finite mixture model user written package in Stata 16
Estimating Variance Components from ANOVAOne of our reviewers ask us to conduct robustness checks by using ANOVA to estimate variance compone…
How to overlay two combomarginsplotHi, I need to overlay two different combomarginsplot but I am struggling to do so because this is no…
Create a counting variableHello everyone, I'm new to Stata programing and need some help. I'm currently cleaning and adjustin…
Normality of Residuals in Random Effects ModelDear Statalist, I am currently writing a seminar paper and need some help. I am calculating the fol…
creating a new variable that meet the definitionHello, Here I have a request that is a little complicated. I will try to make is simple and logical…
Subscribe to:
Post Comments (Atom)
0 Response to Reproducing outputs from finite mixture model user written package in Stata 16
Post a Comment